Average annual returns
No trailing-return data available for this share class.
Risk statistics
37 months through May 31, 2023Volatility (ann.)
22.71%
Sharpe
0.17
Sortino
0.25
Max drawdown
-42.89%
Best month
14.36%
Worst month
-13.36%
Beta vs VTSAX
1.09
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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